+77.2%
AXON vs MSI
+118.7%
-41.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.5% | -17.7% | -17.9% |
| 7D | -26.8% | +4.7% | -31.5% | -29.1% |
| 30D | -22.9% | +14.8% | -37.7% | -29.6% |
| 3M | -40.1% | +8.8% | -48.9% | -43.5% |
| 6M | -18.9% | +19.3% | -38.2% | -29.1% |
| YTD | -44.9% | +35.3% | -80.2% | -56.4% |
| 1Y | -46.7% | +33.8% | -80.5% | -57.5% |
| 3Y | +44.3% | +74.4% | -30.1% | -7.9% |
| All | +77.2% | +118.7% | -41.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling